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Measuring Equilibrium Real Interest Rates
12 references·1 citing·43 second hop
Measuring Equilibrium Real Interest Rates (2001)Measuring Equilibrium Real Interest RatesMeasuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields (2000)Deriving Inflation Expectatio…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…THE EQUILIBRIUM FED FUNDS RATE AND THE INDICATOR PROPERTIES OF TERM‐STRUCTURE SPREADS (1997)THE EQUILIBRIUM FED FUNDS RAT…A guide to FRB/US: a macroeconomic model of the United States (1996)A guide to FRB/US: a macroeco…Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994 (1994)Estimating and Interpreting F…Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Bond Pricing and the Term Str…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…An interest rate-based indicator of monetary policy (1988)An interest rate-based indica…Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)The Volatility of Long-Term I…Interest and Prices. A Study of the Causes Regulating the Value of Money. (1937)Interest and Prices. A Study …Measuring the natural yield curve (2014)Measuring the natural yield c…MONEY, INCOME, AND CAUSALITY (1972)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)A Contribution to the Theory of Economic Growth (1956)Discretion versus policy rules in practice (1993)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)U.S. Economic Prospects: Secular Stagnation, Hysteresis, and the Zero Lower Bound (2014)Measuring the natural rate of interest: International trends and determinants (2017)Martingales and stochastic integrals in the theory of continuous trading (1981)Stochastic Differential Equations and Diffusion Processes (1983)A Theory of the Term Structure of Interest Rates (1985)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Modeling Term Structures of Defaultable Bonds (1999)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)The Term Structure as a Predictor of Real Economic Activity (1991)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)What does the yield curve tell us about GDP growth? (2005)Credit Spreads and Business Cycle Fluctuations (2012)Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings (2011)Noise as Information for Illiquidity (2013)The Predictive Content of the Interest Rate Term Spread for Future Economic Growth (1998)What Does the Yield Curve Tell Us About GDP Growth? (2005)Time-series and cross-sectional excess comovement in stock indexes (2007)Post Keynesian Approaches to Endogenous Money: A time framework explanation (2003)Towards post-Keynesian ecological macroeconomics (2015)Capital as Process and the History of Capitalism (2017)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Business conditions and expected returns on stocks and bonds (1989)ARCH modeling in finance (1992)Housing Wealth Isn’t Wealth (2010)Optimal monetary policy when agents are learning (2013)An interdisciplinary model for macroeconomics (2017)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994426 cited
  • 1937Interest and Prices. A Study of the Causes Regulating the Value of Money.214 cited
  • 1988An interest rate-based indicator of monetary policy151 cited
  • 1996A guide to FRB/US: a macroeconomic model of the United States142 cited
  • 2000Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields55 cited
  • 1997THE EQUILIBRIUM FED FUNDS RATE AND THE INDICATOR PROPERTIES OF TERM‐STRUCTURE SPREADS47 cited

Cited by

  • 2014Measuring the natural yield curve15 cited

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